Library: | spc |
See also: | spcewma1c spcewma1arl spcewma2ad |
Quantlet: | spcewma1ad | |
Description: | Computes the Average Delays of a one-sided EWMA chart for a given critical value and for various expected values mu. The data is normally distributed with variance 1. |
Usage: | ad = spcewma1ad (mu, lambda, c, zreflect,r) | |
Input: | ||
mu | n x 1 vector representing the expected values of the user-defined random variable | |
lambda | scalar, containing the smoothing parameter | |
c | scalar, critical value | |
zreflect | scalar representing a pre-defined border. It is usually less than zero. If zreflect is small enough, ARL and AD of the bounded scheme are the same as of the unbounded. | |
r | scalar, matrix dimension of the approximating one-dimensional Markov chain | |
Output: | ||
ad | n x 1 vector of scalars containing the average delays of a one-sided EWMA chart |
; ADs of a one-sided EWMA chart for different expected values ; mu, smoothing parameter lambda = 0.5 and matrix dimension 50 ;(of the approximating one-dimensional Markov chain): library("spc") mu =(0:4)/4 c = spcewma1c(100,0.5,-4,50) ad = spcewma1ad(mu,0.5,c,-4,50) mu~ad
Contents of _tmp [1,] 0 99.398 [2,] 0.25 38.577 [3,] 0.5 18.043 [4,] 0.75 9.9513 [5,] 1 6.2833